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Yeah, I think it depends on whether you consider it a prediction if the recession occurs during the inversion (Harvey's thesis, IIRC, considers it a prediction if a recession occurs within 1-4 quarters after the inversion, regardless of whether the inversion is maintained into the recession itself. Plus, I think his approach was less predictive prior to the 1976+ time period, though that might have been a data noise artifact.)

If you accept Harvey's definition, then the major misses were the minor 10-2 inversion in the summer of 1998 (which prompted a quick round of Fed cuts that may have avoided a mild recession); the persistent inversion of 2000, which correctly predicted an economic slowdown but not a recession (in the US, anyway); the February 2006 inversion, which was in response to Fed attempts to cool down the housing market, which bit us a few years later; and the summer 2019 inversion, which I think was a true miss, though COVID pretty much upended any "normal" economic cycle, so it's possible that absent pandemic-era stimulus we might have had a mild recession. (Src: https://fred.stlouisfed.org/graph/fredgraph.png?g=YAvs and https://fred.stlouisfed.org/graph/fredgraph.png?g=YAvv)

As you say, it's an imperfect metric by any light, even though I buy into the less-strict traditional prediction model, so take it a bit more seriously when the lights start flashing. Regardless, for what my opinion's worth (which ain't much), I think this is looking more like '98 at best and '01 at worst, at least as long as the Fed doesn't overshoot and slam us into the tarmac.



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